-33.9%
BAX vs EIX
+30.9%
-64.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +2.1% |
| 7D | +9.0% | +0.7% | +8.3% | +8.8% |
| 30D | +8.5% | +8.8% | -0.3% | +6.1% |
| 3M | -4.1% | -10.9% | +6.8% | -2.6% |
| 6M | +46.9% | -10.3% | +57.2% | +48.9% |
| YTD | +38.4% | +5.8% | +32.6% | +33.3% |
| 1Y | +47.0% | +11.4% | +35.6% | +39.6% |
| 3Y | -14.9% | +11.1% | -26.0% | -20.6% |
| 5Y | -62.5% | +18.5% | -81.0% | -66.0% |
| 10Y | -33.9% | +32.2% | -66.1% | -43.9% |
| All | -33.9% | +30.9% | -64.9% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EIX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling